黄同学2018-10-27 11:32:35
黄同学A forward rate agreement (FRA): A can be used to hedge the interest rate exposure of a floating-rate loan. B is risk-free when based on the Treasury bill rate. C is settled by making a loan at the contract rate. D is priced in dollars. 该题C为何不对
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金程教育吴老师2018-10-29 14:18:34
金程教育吴老师学员你好。结算的时候 是根据到期收益payoff=par*(r结算日市场利率-r约定利率)*t，将收益单利折现结算的
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